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Re: chol2inv for Octave?
From: |
Mike Miller |
Subject: |
Re: chol2inv for Octave? |
Date: |
Fri, 6 May 2005 08:48:46 -0500 (CDT) |
On Fri, 6 May 2005, Michael Creel wrote:
function a_inv = chol2inv(a)
b = inv(chol(a));
a_inv = b*b';
endfunction
That'll be 25 cents, please. Next?
I'm not going to buy it unless it is faster than inv. I think it is
slower than inv. Also, it has the wrong syntax. chol2inv should take the
upper triangle as input and put out the inverse. That is (as I wrote
earlier):
chol2inv(chol(A)) should give us the inverse of A.
Mike
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